Anic Equity¶

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Total return since start: 0.579 %¶

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Equity now: -----------------------------> 48223.64 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46828.74 Kr¶

PnL: ---------------------------------------> -59.83 Kr¶

DD now: ---------------------------------> -0.835 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 16:01:37.289235'

Anic Portfolio¶

Today¶

Return: 1.073 %¶

This Week¶

Return: 1.452 %¶

Total¶

Return: 57.872 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.370000 2880.500000 244.500000 9.280000 2636.000010
Beijer Electronics Group 26 2.010000 3166.800000 195.800000 6.590000 2971.000006
Corem Property Group B 59 -0.360000 660.210000 83.210000 14.420000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.140000 434.600000 79.600000 22.420000 355.000000
Boozt 12 1.550000 1732.800000 78.800000 4.760000 1653.999996
HMS Networks 2 1.560000 730.800000 57.800000 8.590000 673.000000
FM Mattsson Mora Group B 50 0.000000 2970.000000 43.000000 1.470000 2927.000000
OEM International B 7 2.020000 567.000000 39.000000 7.390000 527.999997
SAAB B 8 0.520000 3412.000000 35.000000 1.040000 3377.000000
Intrum 4 2.600000 560.400000 33.400000 6.340000 527.000000
Norva24 Group 16 5.020000 569.280000 26.280000 4.840000 543.000000
Eastnine 4 2.060000 516.000000 25.000000 5.090000 491.000000
Coor Service Management Hold. 8 1.390000 554.400000 22.400000 4.210000 532.000000
Samhällsbyggnadsbo. i Norden D 12 0.650000 261.360000 15.360000 6.240000 246.000000
AcadeMedia 12 1.970000 571.680000 14.680000 2.640000 557.000004
Fastighetsbolag. Emilshus Pref 21 -0.180000 576.450000 14.450000 2.570000 562.000005
Resurs Holding 22 0.950000 584.100000 10.100000 1.760000 573.999998
MedCap 2 -2.050000 431.000000 10.000000 2.380000 421.000000
Securitas B 6 1.520000 578.040000 8.040000 1.410000 570.000000
Karnov Group 9 -1.150000 541.800000 5.800000 1.080000 536.000004
CTEK 13 3.160000 539.370000 5.370000 1.010000 533.999999
Swedbank A 3 1.420000 567.000000 3.000000 0.530000 564.000000
Creaspac SPAC 6 0.000000 578.400000 1.400000 0.240000 577.000002
Handelsbanken A 5 0.000000 544.000000 -2.000000 -0.370000 546.000000
Essity B 2 -1.410000 571.800000 -2.200000 -0.380000 574.000000
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
Midsona B 63 -1.300000 575.820000 -7.180000 -1.230000 582.999984
Nordea Bank Abp 29 -0.120000 3445.200000 -8.800000 -0.250000 3453.999992
International Petroleum Corp. 5 3.220000 560.500000 -34.070000 -5.730000 594.565215
Vivesto 1368 1.960000 569.910000 -43.090000 -7.030000 612.999432
Sampo Oyj SDB 7 -0.460000 3762.500000 -87.500000 -2.270000 3850.000000
OX2 18 2.260000 1548.000000 -116.000000 -6.970000 1663.999992
Axfood 13 1.200000 3630.900000 -125.100000 -3.330000 3756.000001
Ovzon 52 5.310000 3094.000000 -268.000000 -7.970000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46860.620000 -27.950000 -0.76984% 46888.564618

Updated:¶

'2023-01-18 16:00:55.290427'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶